The thing about Greek mythology is that Greece is a bunch of islands, so their mythology started out as very regional until it began to grow together. The moon goddess of one island might have different stories about her than another part of Greece. Roger Lancelyn Green is my favorite beginner resource, although I never explored Hellenism too deeply.
For Norse mythology, the Eddas of Snorri Sturluson are what's most commonly considered the canon text. However, he was a Christian missionary who wrote down the pagan beliefs because maybe he was bored. The Icelandic sagas can more reliably infer the kind of life and magical practice that the people had (although one of the sagas has this strange thing where the hero refuses to learn magic because he doesn't want it written in his saga that he accomplished anybody by trickery, it had to be by his brawn and weaponry. So, that was the sort of cultural stigma.)
The memoirs of Roman conquerers have their own bias, so I'm always weirded out by Caesar's writing that the Celts worship Mercury because he probably meant "they worship a deity that I think is close enough to my god Mercury", but the Romans might be more honest about the philosophy that comes with the belief systems. For example, Tacticus wrote that Norse paganism was more about the gods as abstract ideas, rather than people in some other plane of reality.